Sounds like a similar problem I keep encountering.......

Try this.....

Click Start, point to Programs, point to Accessories, point to System Tools, and then click System Information.
On the Tools menu, click System Configuration Utility.
On the General tab, click Advanced.
Click to select the Disable Fast Shutdown check box, click OK, and then click OK.
Click Yes when you are prompted to restart your computer.

Doing this has sorted my pc out many times before.....

Alas, some installations of Win 98 seem not to have this particular option!

However, creating this registry key, with a value of "0" will have the same effect.

HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\Shutdown

Failing that, a visit to the M$ Website (via the "Windows update" tab on your start menu) will sort this, alas, not before a usually massive ammount of downloads, depending on how out of date your install is....

Or you could just go and buy XP...........

Hope this helps you!

Paul.